TriangleFilter
Triangle windowed FIR filter.
Usage
Use as a pre-smoother to reduce noise before applying cycle or momentum indicators when a symmetric low-ripple response is needed.
Background
The Triangle (Bartlett) window is a linearly-tapered FIR filter equivalent to applying two rectangular windows in sequence. It provides moderate sidelobe suppression and is useful when computational simplicity is preferred over maximum spectral attenuation.
Parameters
length(default: 20): Filter length
Formula
[ Coef(n) = \begin{cases} n & n < L/2 \ L/2 & n = L/2 \ L + 1 - n & n > L/2 \end{cases} ] [ Filt = \frac{\sum_{n=1}^L Coef(n) \cdot Price_{t-n+1}}{\sum Coef(n)} ]